Police said Chokdee Suntharakorn, 35, was shot at about 1am on the Asia Highway in tambon Khuanlung, Hat Yai district.
Sergeant Kittichai Sangkhathaworn said he and Chokdee, who helps police guard communities, were patrolling the road on two motorcycles when they spotted a young motorcyclist who looked suspicious.
The youngster was travelling against the traffic, so they chased him, Kittichai said.
He said when Chokdee caught up with the youngsters, the youngster fired one shot at the volunteer and sped off.